On the Multivariate Upcrossings Index
From MaRDI portal
Publication:5419367
DOI10.1080/03610926.2012.661507zbMath1296.60136arXiv1006.1596OpenAlexW2092961385MaRDI QIDQ5419367
Clara Viseu, Luísa Pereira, Helena Ferreira, Ana Paula Martins
Publication date: 6 June 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.1596
stationaritylocal dependence conditionsmultivariate extremal indexmultivariate upcrossings indexpoint processes of upcrossings
Cites Work
- Multivariate extreme values in stationary random sequences
- On the exceedance point process for a stationary sequence
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
- Extreme value theory for multivariate stationary sequences
- Limit laws for the maximum and minimum of stationary sequences
- On the multivariate extremal index
- The upcrossings index and the extremal index